CCSO vs. IWS

Last updated Apr 1, 2026

Compare and contrast key facts about Carbon Collective Climate Solutions U.S. Equity ETF (CCSO) and iShares Russell Mid-Cap Value ETF (IWS).

CCSO and IWS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CCSO is an actively managed fund by Carbon Collective. It was launched on Sep 19, 2022. IWS is a passively managed fund by iShares that tracks the performance of the Russell Midcap Value Index. It was launched on Jul 17, 2001.

Performance

CCSO vs. IWS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carbon Collective Climate Solutions U.S. Equity ETF (CCSO) and iShares Russell Mid-Cap Value ETF (IWS). The values are adjusted to include any dividend payments, if applicable.

CCSO vs. IWS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CCSO Carbon Collective Climate Solutions U.S. Equity ETF	4.39%	21.79%	3.89%	14.58%	-11.56%
IWS iShares Russell Mid-Cap Value ETF	3.65%	10.82%	12.91%	12.52%	2.13%

Returns By Period

In the year-to-date period, CCSO achieves a 4.39% return, which is significantly higher than IWS's 3.65% return.

CCSO

• 1D: 3.93%
• 1M: -6.59%
• YTD: 4.39%
• 6M: 3.47%
• 1Y: 35.06%
• 3Y*: 11.79%
• 5Y*: —
• 10Y*: —

IWS

• 1D: 2.43%
• 1M: -5.01%
• YTD: 3.65%
• 6M: 5.15%
• 1Y: 17.51%
• 3Y*: 12.94%
• 5Y*: 7.47%
• 10Y*: 9.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CCSO vs. IWS - Expense Ratio Comparison

CCSO has a 0.35% expense ratio, which is higher than IWS's 0.23% expense ratio.

CCSO

Carbon Collective Climate Solutions U.S. Equity ETF

IWS

iShares Russell Mid-Cap Value ETF

Return for Risk

CCSO vs. IWS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CCSO

CCSO Risk / Return Rank: 79
CCSO Sharpe Ratio Rank: 78
CCSO Sortino Ratio Rank: 80
CCSO Omega Ratio Rank: 72
CCSO Calmar Ratio Rank: 86
CCSO Martin Ratio Rank: 80

IWS

IWS Risk / Return Rank: 59
IWS Sharpe Ratio Rank: 57
IWS Sortino Ratio Rank: 58
IWS Omega Ratio Rank: 56
IWS Calmar Ratio Rank: 57
IWS Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CCSO vs. IWS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carbon Collective Climate Solutions U.S. Equity ETF (CCSO) and iShares Russell Mid-Cap Value ETF (IWS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	CCSO	IWS	Difference
Sharpe ratio Return per unit of total volatility	1.46	0.96	+0.50
Sortino ratio Return per unit of downside risk	2.09	1.44	+0.64
Omega ratio Gain probability vs. loss probability	1.27	1.20	+0.07
Calmar ratio Return relative to maximum drawdown	2.70	1.37	+1.32
Martin ratio Return relative to average drawdown	8.78	6.34	+2.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CCSO vs. IWS - Sharpe Ratio Comparison

The current CCSO Sharpe Ratio is 1.46, which is higher than the IWS Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of CCSO and IWS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CCSO	IWS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.46	0.96	+0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.43	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.49	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.40	-0.03

Correlation

The correlation between CCSO and IWS is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

CCSO vs. IWS - Dividend Comparison

CCSO's dividend yield for the trailing twelve months is around 0.61%, less than IWS's 1.48% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCSO Carbon Collective Climate Solutions U.S. Equity ETF	0.61%	0.63%	0.53%	0.80%	0.24%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IWS iShares Russell Mid-Cap Value ETF	1.48%	1.53%	1.50%	1.76%	1.93%	1.39%	1.87%	1.97%	2.53%	1.96%	2.10%	2.14%

Drawdowns

CCSO vs. IWS - Drawdown Comparison

The maximum CCSO drawdown since its inception was -23.69%, smaller than the maximum IWS drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for CCSO and IWS.

Drawdown Indicators

	CCSO	IWS	Difference
Max Drawdown Largest peak-to-trough decline	-23.69%	-62.40%	+38.71%
Max Drawdown (1Y) Largest decline over 1 year	-13.09%	-13.33%	+0.24%
Max Drawdown (5Y) Largest decline over 5 years	—	-21.23%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-43.83%	—
Current Drawdown Current decline from peak	-8.15%	-5.29%	-2.86%
Average Drawdown Average peak-to-trough decline	-7.25%	-8.07%	+0.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.02%	2.89%	+1.13%

Volatility

CCSO vs. IWS - Volatility Comparison

Carbon Collective Climate Solutions U.S. Equity ETF (CCSO) has a higher volatility of 8.63% compared to iShares Russell Mid-Cap Value ETF (IWS) at 5.38%. This indicates that CCSO's price experiences larger fluctuations and is considered to be riskier than IWS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCSO	IWS	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.63%	5.38%	+3.25%
Volatility (6M) Calculated over the trailing 6-month period	16.81%	10.14%	+6.67%
Volatility (1Y) Calculated over the trailing 1-year period	24.04%	18.29%	+5.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.17%	17.33%	+5.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.17%	19.35%	+3.82%